CVA the wrong way
Dan Rosen; David Saunders
Year of publication: |
2012
|
---|---|
Authors: | Rosen, Dan ; Saunders, David |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 24167885. - Vol. 5.2011/12, 3, p. 252-272
|
Saved in:
Saved in favorites
Similar items by person
-
Analytical methods for hedging systematic credit risk with linear factor portfolios
Rosen, Dan, (2009)
-
Valuing CDOs of bespoke portfolios with implied multi-factor models
Rosen, Dan, (2009)
-
Pricing and hedging collateralized loan obligations with implied factor models
Nedeljkovic, Jovan, (2010)
- More ...